Analytics Data

BME Market Data provides analytics data from the markets and systems managed by BME Group.

INSTRUMENTS TRADED IN BME

Aggregated information of the broker's activity

• BROKER RANKING

BME CLEARING

Information for margins calculations of the segments Derivatives, Energy and Repo of BME Clearing.

MARGINS AND RISKS CALCULATION

FLOW ANALYTICS AND HHI INSIGHTS

Flow Analytics & HHI Insights provides metrics that allow clients to better understand the behaviour of BME's markets at the order level, these products offer analytical information on the activity flows of BME market participants.

Flow Analytics and HHI Insights offer metrics that allow clients to better understand the behaviour of BME's markets at the order level. Specifically, the Flow Analytics file reports order flow based on activity type, whereby the net order flow is buys minus sells. HHI Insights, on the other hand, is an indicator that measures market concentration also using buys and sells. in the different phases of the market. The metrics consist of a combination of the following elements:

•  Order type: passive / aggressive.
•  Market phase: continuous market, TAL or auction (open, close or volatility).
•  Data: volume or cash.
•  Type of operation: on own account or on behalf of third parties.

The HHI Insights product includes the degree of concentration using the Herfindahl-Hirschman index function.

Factsheet